Cross-dressing was a trademark of female clown Winnie Lightner, an important
performer in the early sound era. You find it in her films, SIDE SHOW (as a
high diver) and LIFE OF THE PARTY (as a jockey). Both films are WB, 1930.
Lightner's nickname was "tom boy of the talkies" and transgression of and
exageration of gender codes was her stock and trade. I have a good discussion
of Lightner's films in my book, WHAT MADE PISTACHIO NUTS?: EARLY SOUND COMEDY
AND THE VAUDEVILLE AESTHETIC (Columbia University Press) and we just recently
showed SIDESHOW in New York. These films are hard to locate, although TNT
sometimes shows them.
  Then, again, there is always Dietrich. The scene from MOROCCO for example.
See a good essay on this scene and others from the early sound period in
a new book on lesbian and bisexual imagery in the cinema, which I believe is
called VIOLETS AND VAMPIRES. I don't have my copy handy at the moment.
--Henry Jenkins